A genetic estimation algorithm for parameters of stochastic ordinary differential equations

Keyphrases

• Estimation Algorithms 100%
• Diffusion Equation 100%
• Stochastic Ordinary Differential Equations 100%
• Numerical Simulation 50%
• Parameter Estimation 50%
• Function-based 50%
• Model Selection 50%
• Electricity Market 50%
• Generic Method 50%
• Genetic Optimization Algorithm 50%
• Kolmogorov-Smirnov Test 50%
• KS Statistic 50%
• Jump Diffusion 50%
• Stochastic Objective Functions 50%

Mathematics

• Stochastics 100%
• Ordinary Differential Equation 100%
• Diffusion Equation 66%
• Minimizes 33%
• Objective Function 33%
• Parameter Estimate 33%
• Model Selection 33%
• Kolmogorov-Smirnov Test 33%